Computing probability density of the first passage time for state transition in stochastic dynamical systems driven by Brownian motions: A singular integral method - Sun, Xu; Yang, Fang; Sun, Thomas (Chaos (Woodbury, N.Y.), 2024)
Keywords: Brownian motion; Density; Dynamical systems; Metastable state; Nonlinear systems; Numerical methods; Probability theory; Singular integral equations; Thermohaline circulation